BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, April 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 10,773: 453 1,972 491 9,357 7,809 10,301 10,272: 472 501
Old : 10,773: 453 1,972 491 9,357 7,809 10,301 10,272: 472 501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: -1,145: 441 -200 -264 -1,336 -676 -1,159 -1,140: 14 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 18.3 4.6 86.9 72.5 95.6 95.3: 4.4 4.7
Old : 100.0: 4.2 18.3 4.6 86.9 72.5 95.6 95.3: 4.4 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 2 10 8 28 23 36 35:
Old : 47: 2 10 8 28 23 36 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 41.6 63.9 62.7 43.0 38.7 60.6 58.5
Old : 44.2 41.6 63.9 62.7 43.0 38.7 60.6 58.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, April 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 20,953: 9,773 5,235 860 8,440 9,325 19,073 15,420: 1,880 5,533
Old : 20,953: 9,773 5,235 860 8,440 9,325 19,073 15,420: 1,880 5,533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: -1,821: -211 94 -382 -1,131 -795 -1,724 -1,083: -97 -738
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.6 25.0 4.1 40.3 44.5 91.0 73.6: 9.0 26.4
Old : 100.0: 46.6 25.0 4.1 40.3 44.5 91.0 73.6: 9.0 26.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 11 24 13 17 19 33 51:
Old : 65: 11 24 13 17 19 33 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.3 26.4 75.7 42.2 65.1 26.4 75.4 41.8
Old : 65.3 26.4 75.7 42.2 65.1 26.4 75.4 41.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders - Futures Only, April 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 9,655: 1,763 516 505 6,835 8,071 9,103 9,092: 552 563
Old : 9,655: 1,763 516 505 6,835 8,071 9,103 9,092: 552 563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: -1,187: 193 -307 -75 -1,307 -720 -1,189 -1,102: 2 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 5.3 5.2 70.8 83.6 94.3 94.2: 5.7 5.8
Old : 100.0: 18.3 5.3 5.2 70.8 83.6 94.3 94.2: 5.7 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 6 5 8 32 25 41 35:
Old : 48: 6 5 8 32 25 41 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 47.8 53.2 71.9 34.1 43.6 52.3 66.0
Old : 34.1 47.8 53.2 71.9 34.1 43.6 52.3 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders - Futures Only, April 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 5,718: 831 3,037 308 4,239 1,937 5,378 5,282: 340 436
Old : 5,718: 831 3,037 308 4,239 1,937 5,378 5,282: 340 436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: -297: -56 360 -122 -175 -487 -353 -249: 56 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 53.1 5.4 74.1 33.9 94.1 92.4: 5.9 7.6
Old : 100.0: 14.5 53.1 5.4 74.1 33.9 94.1 92.4: 5.9 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 5 8 14 11 22 19:
Old : 27: 3 5 8 14 11 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.5 63.2 82.9 82.8 66.9 60.6 77.8 77.1
Old : 68.5 63.2 82.9 82.8 66.9 60.6 77.8 77.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, April 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 227,151: 82,120 56,801 40,886 88,712 107,635 211,718 205,322: 15,433 21,829
Old : 198,968: 76,669 56,311 33,520 76,997 90,586 187,186 180,417: 11,782 18,551
Other: 28,183: 11,157 6,196 1,660 11,715 17,049 24,532 24,905: 3,651 3,278
: : :
: : Changes in Commitments from: March 31, 2020 :
: -2,215: 6,830 2,138 -2,150 -6,962 -1,100 -2,282 -1,112: 67 -1,103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 25.0 18.0 39.1 47.4 93.2 90.4: 6.8 9.6
Old : 100.0: 38.5 28.3 16.8 38.7 45.5 94.1 90.7: 5.9 9.3
Other: 100.0: 39.6 22.0 5.9 41.6 60.5 87.0 88.4: 13.0 11.6
: : :
:# Traders : Number of Traders in Each Category :
All : 277: 73 99 99 60 79 198 227:
Old : 272: 72 105 92 49 75 180 220:
Other: 134: 31 32 18 40 50 82 91:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.7 25.2 28.2 31.9 14.7 18.5 24.6 24.0
Old : 16.8 24.6 30.2 31.5 15.3 17.9 26.2 23.8
Other: 28.8 31.7 44.4 42.3 28.8 29.0 42.0 37.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, April 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 265,359: 67,674 47,565 43,399 118,762 138,627 229,835 229,591: 35,524 35,768
Old : 265,359: 67,674 47,565 43,399 118,762 138,627 229,835 229,591: 35,524 35,768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: 912: -6,122 -2,365 1,785 -1,392 -2,888 -5,729 -3,468: 6,641 4,380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 17.9 16.4 44.8 52.2 86.6 86.5: 13.4 13.5
Old : 100.0: 25.5 17.9 16.4 44.8 52.2 86.6 86.5: 13.4 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 327: 78 87 101 107 121 248 263:
Old : 327: 78 87 101 107 121 248 263:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.2 18.7 26.4 30.1 16.2 18.3 25.8 26.7
Old : 16.2 18.7 26.4 30.1 16.2 18.3 25.8 26.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, April 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 2,805: 202 829 88 1,631 1,139 1,921 2,056: 884 749
Old : 2,805: 202 829 88 1,631 1,139 1,921 2,056: 884 749
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: -19: -59 -18 31 9 -104 -19 -91: 0 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 29.6 3.1 58.1 40.6 68.5 73.3: 31.5 26.7
Old : 100.0: 7.2 29.6 3.1 58.1 40.6 68.5 73.3: 31.5 26.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 5 14 5 13 9 23 24:
Old : 37: 5 14 5 13 9 23 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.8 34.0 54.9 50.3 34.9 34.0 51.0 48.5
Old : 38.8 34.0 54.9 50.3 34.9 34.0 51.0 48.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, April 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 34,230: 10,266 9,368 7,687 9,525 7,530 27,478 24,585: 6,752 9,645
Old : 34,230: 10,266 9,368 7,687 9,525 7,530 27,478 24,585: 6,752 9,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: 1,463: -430 885 1,306 259 388 1,135 2,579: 328 -1,116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 27.4 22.5 27.8 22.0 80.3 71.8: 19.7 28.2
Old : 100.0: 30.0 27.4 22.5 27.8 22.0 80.3 71.8: 19.7 28.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 148: 32 44 37 40 49 97 112:
Old : 148: 32 44 37 40 49 97 112:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 14.5 33.6 22.2 20.3 9.0 27.0 14.9
Old : 23.5 14.5 33.6 22.2 20.3 9.0 27.0 14.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders - Futures Only, April 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 24,712: 1,389 10,196 704 22,442 12,841 24,535 23,741: 177 971
Old : 24,712: 1,389 10,196 704 22,442 12,841 24,535 23,741: 177 971
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: -1,831: 57 -188 -32 -1,839 -1,488 -1,814 -1,708: -17 -123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 41.3 2.8 90.8 52.0 99.3 96.1: 0.7 3.9
Old : 100.0: 5.6 41.3 2.8 90.8 52.0 99.3 96.1: 0.7 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 9 11 6 17 24 27 40:
Old : 54: 9 11 6 17 24 27 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 58.0 84.8 69.6 60.7 58.0 81.9 69.4
Old : 61.4 58.0 84.8 69.6 60.7 58.0 81.9 69.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, April 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 22,849: 8,491 3,204 0 13,520 18,261 22,011 21,465: 838 1,384
Old : 22,849: 8,491 3,204 0 13,520 18,261 22,011 21,465: 838 1,384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: -18: 1,537 404 -40 -1,398 -426 99 -62: -117 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 14.0 0.0 59.2 79.9 96.3 93.9: 3.7 6.1
Old : 100.0: 37.2 14.0 0.0 59.2 79.9 96.3 93.9: 3.7 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 13 10 0 6 7 19 17:
Old : 34: 13 10 0 6 7 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.1 79.1 83.9 86.0 64.9 79.1 83.7 86.0
Old : 65.1 79.1 83.9 86.0 64.9 79.1 83.7 86.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, April 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 117,523: 17,052 41,485 2,573 72,887 43,400 92,512 87,458: 25,011 30,065
Old : 117,523: 17,052 41,485 2,573 72,887 43,400 92,512 87,458: 25,011 30,065
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: -5,368: -4,465 -1,961 471 -2,188 -5,065 -6,182 -6,555: 814 1,187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 35.3 2.2 62.0 36.9 78.7 74.4: 21.3 25.6
Old : 100.0: 14.5 35.3 2.2 62.0 36.9 78.7 74.4: 21.3 25.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 17 19 6 32 30 50 54:
Old : 84: 17 19 6 32 30 50 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 25.8 45.2 39.4 29.2 25.8 41.7 38.0
Old : 31.4 25.8 45.2 39.4 29.2 25.8 41.7 38.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, April 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 30,391: 11,186 5,582 14 9,434 13,872 20,634 19,468: 9,757 10,923
Old : 30,391: 11,186 5,582 14 9,434 13,872 20,634 19,468: 9,757 10,923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: 734: 797 140 -53 315 0 1,059 87: -325 647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 18.4 0.0 31.0 45.6 67.9 64.1: 32.1 35.9
Old : 100.0: 36.8 18.4 0.0 31.0 45.6 67.9 64.1: 32.1 35.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 6 8 1 11 12 17 21:
Old : 34: 6 8 1 11 12 17 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 37.0 52.5 47.4 41.1 37.0 52.0 47.4
Old : 41.2 37.0 52.5 47.4 41.1 37.0 52.0 47.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, April 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 102,137: 26,766 21,010 931 69,739 75,415 97,436 97,356: 4,701 4,781
Old : 102,137: 26,766 21,010 931 69,739 75,415 97,436 97,356: 4,701 4,781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: -575: -1,669 240 605 128 -1,859 -936 -1,014: 361 439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 20.6 0.9 68.3 73.8 95.4 95.3: 4.6 4.7
Old : 100.0: 26.2 20.6 0.9 68.3 73.8 95.4 95.3: 4.6 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 119: 29 43 6 20 32 50 80:
Old : 119: 29 43 6 20 32 50 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 45.8 68.7 60.2 49.0 45.8 68.7 60.2
Old : 49.0 45.8 68.7 60.2 49.0 45.8 68.7 60.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, April 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 150,318: 31,254 27,561 3,877 96,711 93,785 131,842 125,223: 18,476 25,095
Old : 150,318: 31,254 27,561 3,877 96,711 93,785 131,842 125,223: 18,476 25,095
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: -14,908: -5,895 -4,595 -863 -10,335 -8,782 -17,093 -14,240: 2,185 -668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 18.3 2.6 64.3 62.4 87.7 83.3: 12.3 16.7
Old : 100.0: 20.8 18.3 2.6 64.3 62.4 87.7 83.3: 12.3 16.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 17 23 7 35 42 56 68:
Old : 99: 17 23 7 35 42 56 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 21.9 58.3 34.5 43.2 21.8 56.7 34.2
Old : 44.4 21.9 58.3 34.5 43.2 21.8 56.7 34.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, April 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 118,595: 49,249 26,839 530 51,300 70,904 101,079 98,273: 17,516 20,322
Old : 118,595: 49,249 26,839 530 51,300 70,904 101,079 98,273: 17,516 20,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: -1,675: 805 -3,323 -4 -1,854 2,683 -1,053 -644: -622 -1,031
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 22.6 0.4 43.3 59.8 85.2 82.9: 14.8 17.1
Old : 100.0: 41.5 22.6 0.4 43.3 59.8 85.2 82.9: 14.8 17.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 103: 24 26 10 37 32 68 61:
Old : 103: 24 26 10 37 32 68 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 30.3 44.9 42.7 29.1 29.6 43.3 41.8
Old : 29.1 30.3 44.9 42.7 29.1 29.6 43.3 41.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, April 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 554,697: 161,185 81,561 7,089 304,521 422,120 472,795 510,770: 81,902 43,927
Old : 554,697: 161,185 81,561 7,089 304,521 422,120 472,795 510,770: 81,902 43,927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: 2,945: 6,138 761 -3,116 -11,001 6,344 -7,979 3,989: 10,924 -1,044
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 14.7 1.3 54.9 76.1 85.2 92.1: 14.8 7.9
Old : 100.0: 29.1 14.7 1.3 54.9 76.1 85.2 92.1: 14.8 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 75 42 25 96 71 175 134:
Old : 246: 75 42 25 96 71 175 134:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.4 52.6 30.6 64.1 17.9 52.1 29.7 63.5
Old : 18.4 52.6 30.6 64.1 17.9 52.1 29.7 63.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders - Futures Only, April 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 21,364: 3,373 2,480 163 6,115 15,238 9,651 17,881: 11,713 3,483
Old : 21,364: 3,373 2,480 163 6,115 15,238 9,651 17,881: 11,713 3,483
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 11.6 0.8 28.6 71.3 45.2 83.7: 54.8 16.3
Old : 100.0: 15.8 11.6 0.8 28.6 71.3 45.2 83.7: 54.8 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 5 3 1 9 9 15 12:
Old : 20: 5 3 1 9 9 15 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 65.4 33.3 78.3 19.7 64.3 31.3 74.6
Old : 20.3 65.4 33.3 78.3 19.7 64.3 31.3 74.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders - Futures Only, April 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 20,165: 4,533 13,861 126 13,656 3,409 18,315 17,396: 1,850 2,769
Old : 20,165: 4,533 13,861 126 13,656 3,409 18,315 17,396: 1,850 2,769
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: -28,328: 377 -18,099 -1,723 -26,925 -8,198 -28,271 -28,020: -57 -308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 68.7 0.6 67.7 16.9 90.8 86.3: 9.2 13.7
Old : 100.0: 22.5 68.7 0.6 67.7 16.9 90.8 86.3: 9.2 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 11 19 2 7 9 19 30:
Old : 44: 11 19 2 7 9 19 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 45.3 76.8 59.2 54.8 45.3 74.3 59.2
Old : 57.3 45.3 76.8 59.2 54.8 45.3 74.3 59.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, April 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 40,306: 9,968 24,621 950 27,426 8,977 38,344 34,548: 1,962 5,758
Old : 40,306: 9,968 24,621 950 27,426 8,977 38,344 34,548: 1,962 5,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: 1,162: 1,928 475 -14 -1,251 403 663 864: 499 298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 61.1 2.4 68.0 22.3 95.1 85.7: 4.9 14.3
Old : 100.0: 24.7 61.1 2.4 68.0 22.3 95.1 85.7: 4.9 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 20 28 6 20 14 42 46:
Old : 78: 20 28 6 20 14 42 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 40.7 68.7 54.7 52.6 40.7 68.4 54.7
Old : 52.6 40.7 68.7 54.7 52.6 40.7 68.4 54.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders - Futures Only, April 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF ZAR 500,000) :
: : :
All : 15,827: 4,671 5,200 0 10,689 8,595 15,360 13,795: 467 2,032
Old : 15,827: 4,671 5,200 0 10,689 8,595 15,360 13,795: 467 2,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: 2,876: 1,931 492 0 853 2,503 2,784 2,995: 92 -119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 32.9 0.0 67.5 54.3 97.0 87.2: 3.0 12.8
Old : 100.0: 29.5 32.9 0.0 67.5 54.3 97.0 87.2: 3.0 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 8 0 4 6 8 14:
Old : 22: 4 8 0 4 6 8 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.9 72.0 97.0 81.6 83.9 72.0 97.0 81.6
Old : 83.9 72.0 97.0 81.6 83.9 72.0 97.0 81.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, April 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :10,840,100: 1,402,235 2,169,003 2,915,843 5,908,336 5,008,764 10,226,414 10,093,610: 613,686 746,490
Old :10,840,100: 1,402,235 2,169,003 2,915,843 5,908,336 5,008,764 10,226,414 10,093,610: 613,686 746,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: 54,065: -11,048 175,241 35,029 -16,225 -202,582 7,756 7,688: 46,309 46,377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 20.0 26.9 54.5 46.2 94.3 93.1: 5.7 6.9
Old : 100.0: 12.9 20.0 26.9 54.5 46.2 94.3 93.1: 5.7 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 230: 55 45 76 113 111 209 197:
Old : 230: 55 45 76 113 111 209 197:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.7 23.9 30.8 35.0 13.1 14.3 19.2 20.0
Old : 18.7 23.9 30.8 35.0 13.1 14.3 19.2 20.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
Commitments of Traders - Futures Only, April 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 5,448: 3,380 4,790 303 0 0 3,683 5,093: 1,765 355
Old : 5,448: 3,380 4,790 303 0 0 3,683 5,093: 1,765 355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: 1,501: 782 1,487 213 0 0 995 1,700: 506 -199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.0 87.9 5.6 0.0 0.0 67.6 93.5: 32.4 6.5
Old : 100.0: 62.0 87.9 5.6 0.0 0.0 67.6 93.5: 32.4 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 33 22 9 0 0 39 25:
Old : 55: 33 22 9 0 0 39 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 58.1 41.9 78.6 31.6 57.8 41.4 75.8
Old : 31.6 58.1 41.9 78.6 31.6 57.8 41.4 75.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
Commitments of Traders - Futures Only, April 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($2,500 x Contract IMM Index) :
: : :
All : 159,093: 35,249 27,936 25,073 98,703 103,510 159,025 156,519: 68 2,574
Old : 159,093: 35,249 27,936 25,073 98,703 103,510 159,025 156,519: 68 2,574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: -6,596: -1,489 -2,809 -3,210 -1,908 -593 -6,607 -6,612: 11 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 17.6 15.8 62.0 65.1 100.0 98.4: 0.0 1.6
Old : 100.0: 22.2 17.6 15.8 62.0 65.1 100.0 98.4: 0.0 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 10 15 18 10 17 32 40:
Old : 46: 10 15 18 10 17 32 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.2 55.0 88.4 74.2 70.1 46.4 72.4 60.0
Old : 72.2 55.0 88.4 74.2 70.1 46.4 72.4 60.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
Commitments of Traders - Futures Only, April 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($4,167 x Contract IMM Index) :
: : :
All : 316,356: 17,125 84,371 16,568 282,552 212,987 316,245 313,926: 111 2,430
Old : 316,356: 17,125 84,371 16,568 282,552 212,987 316,245 313,926: 111 2,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: -54,735: -3,357 -7,088 -5,413 -45,934 -41,535 -54,704 -54,036: -31 -699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 26.7 5.2 89.3 67.3 100.0 99.2: 0.0 0.8
Old : 100.0: 5.4 26.7 5.2 89.3 67.3 100.0 99.2: 0.0 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 13 28 24 24 38 52 76:
Old : 87: 13 28 24 24 38 52 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.4 34.3 87.3 50.5 76.9 33.2 80.9 48.7
Old : 80.4 34.3 87.3 50.5 76.9 33.2 80.9 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, April 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 772,134: 76,897 92,562 25,471 547,209 513,726 649,577 631,759: 122,557 140,375
Old : 772,134: 76,897 92,562 25,471 547,209 513,726 649,577 631,759: 122,557 140,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: 18,051: -5,577 7,956 2,916 10,985 -3,349 8,323 7,522: 9,728 10,529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 12.0 3.3 70.9 66.5 84.1 81.8: 15.9 18.2
Old : 100.0: 10.0 12.0 3.3 70.9 66.5 84.1 81.8: 15.9 18.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 632: 98 123 64 282 297 413 453:
Old : 632: 98 123 64 282 297 413 453:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.9 15.0 19.4 24.1 11.5 12.7 16.4 19.9
Old : 11.9 15.0 19.4 24.1 11.5 12.7 16.4 19.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, April 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 82,630: 13,045 705 900 63,661 8,821 77,606 10,426: 5,024 72,204
Old : 82,630: 13,045 705 900 63,661 8,821 77,606 10,426: 5,024 72,204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: 16,461: 4,856 -3,852 900 16,164 2,474 21,920 -478: -5,459 16,939
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 0.9 1.1 77.0 10.7 93.9 12.6: 6.1 87.4
Old : 100.0: 15.8 0.9 1.1 77.0 10.7 93.9 12.6: 6.1 87.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 6 3 1 14 6 20 10:
Old : 27: 6 3 1 14 6 20 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 11.5 75.4 12.5 56.1 11.1 75.4 11.4
Old : 56.1 11.5 75.4 12.5 56.1 11.1 75.4 11.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
Commitments of Traders - Futures Only, April 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Energy Index p :
: : :
All : 9,069: 356 431 0 7,108 7,328 7,464 7,759: 1,605 1,310
Old : 9,069: 356 431 0 7,108 7,328 7,464 7,759: 1,605 1,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: -608: -546 -323 0 -218 -160 -764 -483: 156 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 4.8 0.0 78.4 80.8 82.3 85.6: 17.7 14.4
Old : 100.0: 3.9 4.8 0.0 78.4 80.8 82.3 85.6: 17.7 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 0 10 9 11 10:
Old : 20: 1 1 0 10 9 11 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 57.6 72.1 80.1 50.7 57.6 70.6 80.1
Old : 50.7 57.6 72.1 80.1 50.7 57.6 70.6 80.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, April 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 3,447,518: 369,416 509,441 72,701 2,417,738 2,524,523 2,859,855 3,106,665: 587,663 340,853
Old : 3,447,518: 369,416 509,441 72,701 2,417,738 2,524,523 2,859,855 3,106,665: 587,663 340,853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: 7,950: -59,205 52,000 17,117 -25,897 -29,115 -67,985 40,002: 75,935 -32,052
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 14.8 2.1 70.1 73.2 83.0 90.1: 17.0 9.9
Old : 100.0: 10.7 14.8 2.1 70.1 73.2 83.0 90.1: 17.0 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 631: 99 123 62 278 294 409 448:
Old : 631: 99 123 62 278 294 409 448:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.7 16.8 19.2 26.9 12.2 16.8 17.9 25.9
Old : 12.7 16.8 19.2 26.9 12.2 16.8 17.9 25.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, April 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 79,254: 8,307 2,133 241 63,209 72,546 71,757 74,920: 7,497 4,334
Old : 79,254: 8,307 2,133 241 63,209 72,546 71,757 74,920: 7,497 4,334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: -1,723: 1,111 -247 -272 -2,683 -954 -1,844 -1,473: 121 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 2.7 0.3 79.8 91.5 90.5 94.5: 9.5 5.5
Old : 100.0: 10.5 2.7 0.3 79.8 91.5 90.5 94.5: 9.5 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 9 5 4 42 35 52 43:
Old : 74: 9 5 4 42 35 52 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 44.5 49.6 65.9 28.0 44.2 45.8 64.2
Old : 29.6 44.5 49.6 65.9 28.0 44.2 45.8 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, April 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 36,673: 11,959 9,156 485 18,698 19,808 31,142 29,449: 5,531 7,224
Old : 36,673: 11,959 9,156 485 18,698 19,808 31,142 29,449: 5,531 7,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: -630: -766 711 86 -83 -1,738 -763 -940: 132 310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 25.0 1.3 51.0 54.0 84.9 80.3: 15.1 19.7
Old : 100.0: 32.6 25.0 1.3 51.0 54.0 84.9 80.3: 15.1 19.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 57 36 21 96 84 161 133:
Old : 238: 57 36 21 96 84 161 133:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.7 18.7 25.6 30.6 15.7 18.7 25.3 30.5
Old : 15.7 18.7 25.6 30.6 15.7 18.7 25.3 30.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, April 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 183,367: 59,794 45,780 2,425 93,491 99,041 155,710 147,246: 27,657 36,121
Old : 183,367: 59,794 45,780 2,425 93,491 99,041 155,710 147,246: 27,657 36,121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: -3,152: -3,832 3,557 432 -413 -8,690 -3,813 -4,701: 661 1,549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 25.0 1.3 51.0 54.0 84.9 80.3: 15.1 19.7
Old : 100.0: 32.6 25.0 1.3 51.0 54.0 84.9 80.3: 15.1 19.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 57 36 21 96 84 161 133:
Old : 238: 57 36 21 96 84 161 133:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.7 18.7 25.6 30.6 15.7 18.7 25.3 30.5
Old : 15.7 18.7 25.6 30.6 15.7 18.7 25.3 30.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, April 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 130,056: 26,483 61,881 1,498 86,869 38,875 114,850 102,254: 15,206 27,802
Old : 130,056: 26,483 61,881 1,498 86,869 38,875 114,850 102,254: 15,206 27,802
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: -926: -832 2,902 673 -581 -4,111 -740 -536: -186 -390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 47.6 1.2 66.8 29.9 88.3 78.6: 11.7 21.4
Old : 100.0: 20.4 47.6 1.2 66.8 29.9 88.3 78.6: 11.7 21.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 14 28 7 22 30 43 58:
Old : 80: 14 28 7 22 30 43 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.1 30.4 68.7 41.4 48.3 29.6 67.8 39.5
Old : 49.1 30.4 68.7 41.4 48.3 29.6 67.8 39.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders - Futures Only, April 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $50) :
: : :
All : 561,385: 61,159 72,252 4,275 480,604 467,084 546,038 543,611: 15,347 17,774
Old : 561,385: 61,159 72,252 4,275 480,604 467,084 546,038 543,611: 15,347 17,774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: 23,924: 112 -2,007 268 23,481 24,528 23,861 22,789: 63 1,135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 12.9 0.8 85.6 83.2 97.3 96.8: 2.7 3.2
Old : 100.0: 10.9 12.9 0.8 85.6 83.2 97.3 96.8: 2.7 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 297: 46 42 16 140 123 193 174:
Old : 297: 46 42 16 140 123 193 174:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.0 19.1 31.1 34.6 16.8 18.0 27.6 32.5
Old : 18.0 19.1 31.1 34.6 16.8 18.0 27.6 32.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, April 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 33,345: 4,182 4,875 627 22,947 18,341 27,756 23,843: 5,589 9,502
Old : 33,345: 4,182 4,875 627 22,947 18,341 27,756 23,843: 5,589 9,502
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: 1,538: 1,053 575 407 145 -314 1,605 668: -67 870
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 14.6 1.9 68.8 55.0 83.2 71.5: 16.8 28.5
Old : 100.0: 12.5 14.6 1.9 68.8 55.0 83.2 71.5: 16.8 28.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 11 10 5 24 26 36 40:
Old : 64: 11 10 5 24 26 36 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 27.7 47.5 38.4 31.2 27.6 46.2 38.4
Old : 31.3 27.7 47.5 38.4 31.2 27.6 46.2 38.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
Commitments of Traders - Futures Only, April 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 ANNUAL DIVIDEND INDEX X $250) :
: : :
All : 149,989: 67,141 1 1,520 80,866 148,193 149,527 149,714: 462 275
Old : 149,989: 67,141 1 1,520 80,866 148,193 149,527 149,714: 462 275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: 4,871: 4,730 -50 79 -246 4,898 4,563 4,927: 308 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.8 0.0 1.0 53.9 98.8 99.7 99.8: 0.3 0.2
Old : 100.0: 44.8 0.0 1.0 53.9 98.8 99.7 99.8: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 16 1 5 29 25 47 30:
Old : 55: 16 1 5 29 25 47 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 59.7 78.3 85.2 48.9 46.8 59.8 61.9
Old : 57.8 59.7 78.3 85.2 48.9 46.8 59.8 61.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 10, 2020